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Soc. Generale Call 55 DAL 21.03.2.../  DE000SW2X8P2  /

Frankfurt Zert./SG
1/24/2025  9:45:35 PM Chg.-0.090 Bid9:59:14 PM Ask1/24/2025 Underlying Strike price Expiration date Option type
1.220EUR -6.87% 1.230
Bid Size: 5,000		 -
Ask Size: -		 Delta Air Lines Inc 55.00 USD 3/21/2025 Call
 

Master data

WKN: SW2X8P
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 3/21/2025
Issue date: 8/31/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.25
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.16
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 1.16
Time value: 0.06
Break-even: 64.61
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: -0.01
Spread %: -0.81%
Delta: 0.92
Theta: -0.02
Omega: 4.83
Rho: 0.07
 

Quote data

Open: 1.220
High: 1.280
Low: 1.210
Previous Close: 1.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.27%
1 Month  
+38.64%
3 Months  
+148.98%
YTD  
+46.99%
1 Year  
+577.78%
3 Years     -
5 Years     -
1W High / 1W Low: 1.320 1.150
1M High / 1M Low: 1.320 0.700
6M High / 6M Low: 1.320 0.067
High (YTD): 1/22/2025 1.320
Low (YTD): 1/3/2025 0.700
52W High: 1/22/2025 1.320
52W Low: 8/15/2024 0.067
Avg. price 1W:   1.262
Avg. volume 1W:   0.000
Avg. price 1M:   1.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   301.587
Avg. price 1Y:   0.470
Avg. volume 1Y:   150.198
Volatility 1M:   223.86%
Volatility 6M:   215.50%
Volatility 1Y:   191.88%
Volatility 3Y:   -